You know, I think a lot of what's wrong with people's thought processes these days is that the polite people are, well, too polite to actually make the rudies realize what they've done. It's like the burden of the rudeness is laid on the victims, who feel they must either comply with something outrageous, or somehow distract the other person without hurting their feelings - "Would I let a mere acquaintance grope my chest out of idle curiosity? Er, um - Oh look over there! A puppy!"
I think any such request is a prime candidate for the Icy Glare (tm). If that doesn't work, perhaps a quiet comment "No. I can't believe you actually said that." If they still persist, I see nothing wrong with getting up and walking away wordlessly. I think they have to realize how they offended you by treating you as if you have no boundaries, not the other way around.